QuantLib_DailyTenorUSDLibor (3) Linux Manual Page
QuantLib::DailyTenorUSDLibor – base class for the one day deposit BBA USD LIBOR indexes
Synopsis
#include <ql/indexes/ibor/usdlibor.hpp>
Inherits QuantLib::DailyTenorLibor.
Inherited by USDLiborON.
Public Member Functions
DailyTenorUSDLibor (Natural settlementDays, const Handle< YieldTermStructure > &h=Handle< YieldTermStructure >())
Detailed Description
base class for the one day deposit BBA USD LIBOR indexes
Author
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